Hi @Nick Diaz Thank you for posting your question on Microsoft Q&A and for using Azure services.
My understanding is that you are looking for an extension in order to debug stored procedures, functions ect...
Stored procedures and UDFs: You would work with them in the managed services such as Flexible PostgreSQL and Single server PostgreSQL the same way as in any other PostgreSQL. I.e. all of the guidance that exists out there should be applicable. Find examples here
As far as I know there is no extension that does that in Azure PostgreSQL.
Regards,
Oury